Answer

I would suggest a few directions:
First, I don't know that he can't. Maybe he actually can. As is well known, the Sages say about Esau that he was an apostate Jew. That is, in principle it is possible (though this was before the revelation at Mount Sinai). And indeed, some of the medieval authorities hold that an apostate is considered a gentile (by Torah law, not only regarding his wine and the like). True, this view was rejected in practical Jewish law at the beginning of the modern era, but it does have a halakhic basis.
Second, the fact that a person can leave some nation or some country is because these are the results of his choice. But being Jewish is a fact. By the way, it may also be that being French is a fact and cannot be changed. They may think it can, but who says they are right?!
Third, perhaps retreating from the covenant with the Holy One, blessed be He, has serious consequences for the world, unlike leaving a nation or a state, which is a voluntary and arbitrary matter. If the world exists in order for the commandments to be observed, then it is problematic if we all decide to leave the whole business.
And finally, at first glance it seems that the basis of the obligation in the commandments is combined: both ontological gratitude and the divine command (= the essential obligation), and also the covenant and mutual consent. One must consider the relationship between these two. It may be that the command itself obligates, but the Holy One, blessed be He, would have been willing to forgo it had there not been commitment and covenant. But once the covenant was sealed, the essential obligation was activated, and therefore it is no longer possible to withdraw from the covenant.